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Wharton School: Finance (Topic)

309,514 Total downloads

Viewing: 1 - 50 of 465 papers

1.

Foreseen Risks

Number of pages: 67 Posted: 12 Jan 2018 Last Revised: 22 Apr 2020
Working Paper Series
The Wharton School, London Business School and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 518
2.

Financial Policymaking in the Context of the Known, the Unknown and the Unknowable

Journal of Financial Perspectives, Vol. 1, No. 3, 2013
Number of pages: 19 Posted: 30 Nov 2017
Accepted Paper Series
University of Pennsylvania - Finance Department
Downloads 11
3.

Optimal Dynamic Capital Requirements

Number of pages: 31 Posted: 14 Nov 2017
Working Paper Series
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 78
4.

Making Bankruptcy Work: Living Wills & the Liquidity Challenge (Presentation Slides)

Presentation at conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 12, 2017
Number of pages: 31 Posted: 06 Oct 2017
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 66
5.

Higher Market Thickness Reduces Matching Rate in Online Platforms: Evidence from a Quasi-Experiment

Ross School of Business Paper
Number of pages: 38 Posted: 27 Sep 2017 Last Revised: 25 Oct 2018
Working Paper Series
University of Michigan, Stephen M. Ross School of Business and The Wharton School, University of Pennsylvania
Downloads 442
6.

Simplifying Choices in Defined Contribution Retirement Plan Design: A Case Study

CFS Working Paper, No. 573
Number of pages: 40 Posted: 20 Sep 2017 Last Revised: 18 Jan 2018
Working Paper Series
University of Pennsylvania - Wharton School and University of Pennsylvania - The Wharton School
Downloads 59
7.

Noisy Active Management

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 46 Posted: 22 Jun 2017 Last Revised: 11 Aug 2020
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads 271
8.

Understanding the Behavior of Distressed Stocks

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 67 Posted: 13 Jun 2017 Last Revised: 11 Aug 2020
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, The Wharton School and University of Minnesota - Carlson School of Management
Downloads 585
9.

When Risk Is Weird: Unexplained Transaction Features Lower Valuations

Management Science, Forthcoming
Number of pages: 24 Posted: 10 Jun 2017 Last Revised: 19 Jun 2017
Accepted Paper Series
Johns Hopkins University - Carey Business School and Ramon Llull University - ESADE Business School
Downloads 87
10.

Design of Macro-Prudential Stress Tests

Simon Business School Working Paper No. FR 17-14, Stanford University Graduate School of Business Research Paper No. 17-41
Number of pages: 138 Posted: 01 Jun 2017 Last Revised: 11 Dec 2020
Working Paper Series
University of Wisconsin School of Business, University of Rochester - Simon Business School and Stanford University - Stanford Graduate School of Business
Downloads 401
11.

On the Neutrality of Financial Repression

Number of pages: 24 Posted: 22 Mar 2017 Last Revised: 16 Jul 2020
Working Paper Series
University of Pennsylvania - The Wharton School and Sharif University of Technology
Downloads 57
12.

In Pursuit of Good & Gold: Data Observations of Employee Ownership & Impact Investment

Seattle University Law Review, Vol. 40, No. 2, 2017, Georgia State University College of Law, Legal Studies Research Paper No. 2017-10
Number of pages: 56 Posted: 10 Mar 2017 Last Revised: 29 Jun 2017
Accepted Paper Series
University of Pennsylvania - The Wharton School, Finance Department, University of Chicago - Booth School of Business, University of Pennsylvania - Finance Department and Georgia State University College of Law
Downloads 201
13.

The EU Sovereign CDS Ban: Asset Pricing and Welfare Implications under Optimal Beliefs

Number of pages: 31 Posted: 07 Mar 2017 Last Revised: 02 Feb 2020
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 69
14.

After the Tide: Commodity Currencies and Global Trade

Carnegie-Rochester Conference Series on Public Policy, Forthcoming
Number of pages: 49 Posted: 06 Mar 2017
Accepted Paper Series
University of Rochester, University of Pennsylvania - The Wharton School and University of Minnesota - Carlson School of Management
Downloads 144
15.

Information Disclosure in Financial Markets

Annual Review of Financial Economics, 2017, 9, 101–125, Rotman School of Management Working Paper No. 2927013
Number of pages: 38 Posted: 04 Mar 2017 Last Revised: 21 Nov 2017
Accepted Paper Series
University of Pennsylvania - The Wharton School - Finance Department and University of Toronto - Rotman School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 943
16.

Disclosure Dynamics and Investor Learning

Number of pages: 53 Posted: 14 Feb 2017 Last Revised: 08 Mar 2020
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads 434
17.

Mutual Funds in Equilibrium

Stanford University Graduate School of Business Research Paper No. 17-13
Number of pages: 29 Posted: 10 Feb 2017 Last Revised: 18 Jul 2017
Working Paper Series
Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 846
18.

Cascades and Fluctuations in an Economy with an Endogenous Production Network

Number of pages: 46 Posted: 03 Feb 2017 Last Revised: 03 Jul 2017
Working Paper Series
Cornell University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 120
19.

In Search of Liquidity Risk in Bank Stock Returns

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability, Kenan Institute of Private Enterprise Research Paper No. 20-06
Number of pages: 54 Posted: 02 Feb 2017 Last Revised: 26 Mar 2020
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Southern Methodist University (SMU) - Finance Department
Downloads 427
20.

Corporate Debt Choice and Bank Capital Regulation

Number of pages: 52 Posted: 19 Dec 2016 Last Revised: 23 Nov 2018
Working Paper Series
Peking University - Department of Finance
Downloads 240
21.

Labor Mobility and Productivity: Evidence from Finance

Number of pages: 48 Posted: 16 Dec 2016 Last Revised: 24 Jan 2017
Working Paper Series
Analysis Group and Washington University, Saint Louis - John M. Olin School of Business
Downloads 121
22.

Equilibrium Asset Pricing with Leverage and Default

The Wharton School Research Paper No. 92, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, Journal of Finance, Forthcoming
Number of pages: 59 Posted: 10 May 2016 Last Revised: 03 Dec 2020
Working Paper Series
The Wharton School and University of Southern California - Marshall School of Business
Downloads 119
23.

Financing Firms in India

World Bank Policy Research Working Paper No. 3975
Number of pages: 67 Posted: 20 Apr 2016
Working Paper Series
Imperial College London, OP Jindal Global University, Independent, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 477
24.

Disaster Risk and its Implications for Asset Pricing

The Wharton School Research Paper No. 77
Number of pages: 61 Posted: 28 Jan 2015
Working Paper Series
Pacific Investment Management Company (PIMCO) and University of Pennsylvania - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 45
25.

Option Prices in a Model with Stochastic Disaster Risk

The Wharton School Research Paper No. 76, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 67 Posted: 26 Jan 2015 Last Revised: 12 Aug 2020
Working Paper Series
University of Wisconsin - Madison and University of Pennsylvania - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 535
26.

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility

The Wharton School Research Paper No. 73, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 83 Posted: 22 Dec 2014 Last Revised: 12 Aug 2020
Working Paper Series
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 642
27.

A Positive Theory of Economic Growth and the Distrbution of Income

The Wharton School Research Paper No. 67
Number of pages: 29 Posted: 27 Jul 2014
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 33
28.

A Positive Theory of Economic Growth and the Distrbution of Income

The Wharton School Research Paper No. 67
Number of pages: 29 Posted: 24 Jul 2014
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 116
29.

A Positive Theory of Economic Growth and the Distrbution of Income

The Wharton School Research Paper No. 67
Number of pages: 29 Posted: 23 Jul 2014
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 46
30.

Maximum Likelihood Estimation of the Equity Premium

The Wharton School Research Paper No. 57, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 69 Posted: 30 May 2014 Last Revised: 12 Aug 2020
Working Paper Series
University of Alberta - Department of Finance and Statistical Analysis and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 453
31.

Rare Booms and Disasters in a Multi-Sector Endowment Economy

The Wharton School Research Paper No. 43, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 87 Posted: 29 Jan 2014
Working Paper Series
Pacific Investment Management Company (PIMCO) and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 30
32.

Maximum Likelihood Estimation of the Equity Premium

The Wharton School Research Paper No. 54
Number of pages: 48 Posted: 23 Nov 2013
Working Paper Series
University of Alberta - Department of Finance and Statistical Analysis and University of Pennsylvania - Finance Department
Downloads 74
33.

Option Prices in a Model with Stochastic Disaster Risk

The Wharton School Research Paper No. 55
Number of pages: 71 Posted: 22 Oct 2013
Working Paper Series
University of Wisconsin - Madison and University of Pennsylvania - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 64
34.

Investment without Q

The Wharton School Research Paper No. 41
Number of pages: 31 Posted: 24 Jul 2013 Last Revised: 28 Oct 2019
Working Paper Series
Pacific Investment Management Company - PIMCO and The Wharton School
Downloads 335
35.

A Non-Linear Macroeconomic Term Structure Model

The Wharton School Research Paper No. 53
Number of pages: 52 Posted: 18 Jun 2013
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads 237
36.

Sticky Leverage

The Wharton School Research Paper No. 52
Number of pages: 44 Posted: 29 May 2013 Last Revised: 11 May 2016
Working Paper Series
The Wharton School, University of Pennsylvania - Finance Department and University of Southern California - Marshall School of Business
Downloads 251
37.

External Financing and the Reallocation of Capital Over the Business Cycle: Measurement and Theory

The Wharton School Research Paper No. 49
Number of pages: 67 Posted: 15 Jan 2013
Working Paper Series
University of Pennsylvania - Finance Department and Carnegie Mellon University
Downloads 93
38.

When is a Risky Asset 'Urgently Needed'?

Forthcoming, American Economic Journal: Microeconomics
Number of pages: 30 Posted: 12 Oct 2012 Last Revised: 30 Jul 2013
Accepted Paper Series
University of Zurich, Columbia Business School - Finance and Economics and Fudan University - School of Economics
Downloads 69
39.

Equilibrium Credit Spreads and the Macroeconomy

The Wharton School Research Paper No. 42
Number of pages: 46 Posted: 06 Jun 2012
Working Paper Series
The Wharton School and University of Southern California - Marshall School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 276
40.

Soft Shareholder Activism

Review of Financial Studies, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 47 Posted: 08 Dec 2011 Last Revised: 11 Aug 2020
Accepted Paper Series
University of Washington, Foster School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,013
41.

The Initial Public Offering of the Industrial and Commercial Bank of China (ICBC)

Number of pages: 39 Posted: 29 Nov 2011
Working Paper Series
Cornell University - Department of Finance, Imperial College London, Fanhai International School of Finance, Fudan University and Securities and Exchange Commission (SEC)
Downloads 237
42.

Compensating Financial Experts

Journal of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 36 Posted: 29 Nov 2011 Last Revised: 11 Aug 2020
Accepted Paper Series
University of Pennsylvania - The Wharton School and University of Texas-Austin
Downloads 523
43.

Securitization and Capital Structure in Nonfinancial Firms: An Empirical Investigation

Journal of Finance, 69(4) 1787-1825, August 2014
Number of pages: 89 Posted: 25 Nov 2011 Last Revised: 02 Feb 2018
Accepted Paper Series
University of Utah - Department of Finance, Guanghua School of Management, Peking University, Deakin University - Faculty of Business and Law and Drexel University - Department of Finance
Downloads 635
44.

A Theory of Reverse Asset Substitution

Number of pages: 41 Posted: 20 Nov 2011 Last Revised: 01 Dec 2012
Working Paper Series
Imperial College London and University of Miami
Downloads 152
45.

Trends in Financial Innovation and Their Welfare Impact: An Overview

Number of pages: 37 Posted: 14 Nov 2011
Working Paper Series
Imperial College London

Multiple version iconThere are 3 versions of this paper

Downloads 192
46.

Contracting with Synergies

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 320/2011, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 55 Posted: 13 Nov 2011 Last Revised: 11 Aug 2020
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Pennsylvania - The Wharton School - Finance Department and University of Pennsylvania, The Wharton School, Finance Department

Multiple version iconThere are 4 versions of this paper

Downloads 429
47.

Asset Commonality, Debt Maturity and Systemic Risk

Number of pages: 50 Posted: 05 Nov 2011
Working Paper Series
Imperial College London, Washington University in St. Louis - Department of Economics and Bocconi University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 120
48.

Activist Arbitrage: A Study of Open-Ending Attempts of Closed-End Funds

Journal of Financial Economics, Vol. 95, No. 1, pp. 1-19, 2008
Number of pages: 43 Posted: 22 Oct 2011
Accepted Paper Series
Duke University - Fuqua School of Business, Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Downloads 120
49.

China’s Financial System: Opportunities and Challenges

Number of pages: 83 Posted: 17 Oct 2011
Working Paper Series
Imperial College London, Fanhai International School of Finance, Fudan University, University of Pennsylvania - The Wharton School and Securities and Exchange Commission (SEC)

Multiple version iconThere are 2 versions of this paper

Downloads 390
50.

Information Diversity and Complementarities in Trading and Information Acquisition

Journal of Finance, 2015, 70(4): 1723-1765, Rotman School of Management Working Paper No. 1909501
Number of pages: 98 Posted: 16 Aug 2011 Last Revised: 26 Feb 2016
Accepted Paper Series
University of Pennsylvania - The Wharton School - Finance Department and University of Toronto - Rotman School of Management
Downloads 696